5. Let A 2 Rm£n. Show that
(a) kerA = kerAtA;
(b) rankAtA = rankAAt = rankA;
(c) AtA and AAt have the same nonzero
eigenvalues. Hint: Keep in mind the Singular Value
Decomposition of matrices.
5. Let A 2 Rm£n. Show that (a) kerA = kerAtA; (b) rankAtA = rankAAt = rankA; (c) AtA and AAt have the same nonzero eigenvalues. Hint: Keep in mind the Singular Value Decomposition of matrices.
Homework problem: Singular Value Decomposition Let A E R n 2 mn. Consider the singular value decomposition A = UEVT. Let u , un), v(1),...,v(m), and oi,... ,ar denote the columns of U, the columns of V and the non-zero entries (the singular values) of E, respectively. Show that 1. ai,.,a are the nonzero eigenvalues of AAT and ATA, v(1)... , v(m) the eigenvectors of ATA and u1)...,un) (possibly corresponding to the eigenvalue 0) are the eigenvectors of AAT are...
Problem B-2. Prove that the matrices AAT and AT A have the same set of non-zero eigen- values. (Hint: consider the singular value decomposition of A)
2. (5 pts) Assume A E Rm** with m > n has (full) rank n. Show that At = (ATA)TAT, What is the pseudo-inverse of a vector u R" regarded as an m x 1 matrix? 3. (5 pts) Let B AT where A is the matrix in Problem 1. Use Matlab to find the singular value decomposition and the Moore-Penrose pseudo-inverse of B. Then solve minimum-norm least squares problem minl-ll : FE R minimizes IBr-ey where c- [1,2. Compare...
Let A, B,C be matrices with the singular value decompositions 1. A-(4/5-3/5) ( 0 0 1 0 2 0 0 0 100 1叭-1/2 V3/2 2. B=11 00110 2 113 0 01 0 TO V3 V3 V3 a. Find the characteristic polynomials and eigenvalues of AA" and ATA, BBT and BTB, CCTand CTC. b. Find the largest possible value of IlAvILBvICvll, for the corresponding unit vectors v. c. Sketch the image, under A, B, C, of the unit sphere in the...
(4) The following is the singular value decomposition of a 3 x 4 matrix A with some entries not given 1/3 -2/V5 1/v5 2/3 2/3 3 0 12/13 5/13 3/5 4/5 5/13 12/13 0 0 A 0 2 0 0 0 0 0 0 0 (a) What are the eigenvalues of AAT? of ATA? What is the rank of A? 1 2 (b) Find a non-zero vector w such that AAT = 9w. such that ATAu 4u. (c) Find a...
6.5.6 Let A e C(m, n). Show that A and A have the same singular values. 6.5.7 Let A C(n, n) be invertible. Investigate the relationship between the singular values of A and those of A-1 6.5.6 Let A e C(m, n). Show that A and A have the same singular values. 6.5.7 Let A C(n, n) be invertible. Investigate the relationship between the singular values of A and those of A-1
let a and b be n*n similar matrices, namely, B=S^-1 AS. show that the matrices a and b have the same characteristic polynomial, det(a-λI)=det(b-λI) and, consequently, the same eigenvalues.
True or False? 1. If σ is a singular value of a matrix A, then σ is an eigenvalue of ATA Answer: 2. Every matrix has the same singular values as its transpose Answer: 3. A matrix has a pseudo-inverse if and only if it is not invertible. Answer: 4. If matrix A has rank k, then A has k singular values Answer:_ 5. Every matrix has a singular value decomposit ion Answer:_ 6. Every matrix has a unique singular...
oru 2 Let A and B be two n x n matrices. There exists a nonsingular matrix P such that PB = AP. Then which of the following is always true? a) A and B are not similar b) A and B have the same eigenvalues c) A does not have any characteristic polynomial d) B does not have any characteristic polynomial
Problem 5. Let n N. The goal of this problem is to show that if two real n x n matrices are similar over C, then they are also similar over IK (a) Prove that for all X, y є Rnxn, the function f(t) det (X + ty) is a polynomial in t. (b) Prove that if X and Y are real n × n matrices such that X + ừ is an invertible complex matrix, then there exists a...